+658.4%
PEP vs ON
+153.3%
+505.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.6% | +11.8% | +0.7% |
| 7D | +6.7% | -16.3% | +22.9% | +7.4% |
| 30D | +13.5% | -27.0% | +40.5% | +14.9% |
| 3M | +3.9% | -18.1% | +22.0% | +4.6% |
| 6M | -6.0% | -38.6% | +32.6% | -4.8% |
| YTD | +2.5% | +16.4% | -13.9% | +0.5% |
| 1Y | +3.9% | +25.8% | -21.9% | +1.5% |
| 3Y | -4.7% | -7.7% | +3.0% | -6.8% |
| 5Y | +1.1% | +6.6% | -5.5% | -3.2% |
| 10Y | +83.8% | +444.6% | -360.7% | +60.1% |
| All | +658.4% | +153.3% | +505.1% | +497.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling